Finite sample properties of the Generalized Method of Moments in tests of conditional asset pricing models
| Year of publication: |
1994
|
|---|---|
| Authors: | Ferson, Wayne E. ; Foerster, Stephen R. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 36.1994, 1, p. 29-56
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